+125.1%
DDOG vs VST
+264.2%
-139.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.6% | -8.0% | +0.4% |
| 7D | -23.9% | -9.8% | -14.1% | -22.2% |
| 30D | -34.0% | -25.1% | -8.9% | -30.3% |
| 3M | -21.9% | -11.6% | -10.3% | -20.0% |
| 6M | +24.6% | -20.9% | +45.5% | +28.7% |
| YTD | +31.7% | -22.3% | +54.0% | +35.4% |
| 1Y | -6.2% | -32.0% | +25.8% | -0.9% |
| 3Y | +125.1% | +262.4% | -137.3% | +112.7% |
| All | +125.1% | +264.2% | -139.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling